NYMEX Natural Gas Future December 2017

Trading Metrics calculated at close of trading on 12-Oct-2017

Day Change Summary
	Previous	Current
	11-Oct-2017	12-Oct-2017	Change	Change %	Previous Week
Open	3.066	3.081	0.015	0.5%	3.188
High	3.133	3.165	0.032	1.0%	3.199
Low	3.057	3.068	0.011	0.4%	3.035
Close	3.066	3.144	0.078	2.5%	3.046
Range	0.076	0.097	0.021	27.6%	0.164
ATR	0.070	0.072	0.002	2.9%	0.000
Volume	126,067	169,519	43,452	34.5%	356,995

Daily Pivots for day following 12-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.417	3.377	3.197
R3	3.320	3.280	3.171
R2	3.223	3.223	3.162
R1	3.183	3.183	3.153	3.203
PP	3.126	3.126	3.126	3.136
S1	3.086	3.086	3.135	3.106
S2	3.029	3.029	3.126
S3	2.932	2.989	3.117
S4	2.835	2.892	3.091

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.585	3.480	3.136
R3	3.421	3.316	3.091
R2	3.257	3.257	3.076
R1	3.152	3.152	3.061	3.123
PP	3.093	3.093	3.093	3.079
S1	2.988	2.988	3.031	2.959
S2	2.929	2.929	3.016
S3	2.765	2.824	3.001
S4	2.601	2.660	2.956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.165	3.013	0.152	4.8%	0.069	2.2%	86%	True	False	127,889
10	3.210	3.013	0.197	6.3%	0.073	2.3%	66%	False	False	91,662
20	3.353	3.013	0.340	10.8%	0.070	2.2%	39%	False	False	64,055
40	3.353	3.013	0.340	10.8%	0.070	2.2%	39%	False	False	44,268
60	3.353	3.013	0.340	10.8%	0.067	2.1%	39%	False	False	36,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.577
2.618	3.419
1.618	3.322
1.000	3.262
0.618	3.225
HIGH	3.165
0.618	3.128
0.500	3.117
0.382	3.105
LOW	3.068
0.618	3.008
1.000	2.971
1.618	2.911
2.618	2.814
4.250	2.656

Fisher Pivots for day following 12-Oct-2017
Pivot	1 day	3 day
R1	3.135	3.126
PP	3.126	3.108
S1	3.117	3.090

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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